This is a summary of links featured on Quantocracy on Monday, 07/27/2020. To see our most recent links, visit the Quant Mashup. Read on readers! Why ML in Finance is Hard (part 1) [Tr8dr] I have used machine learning in trading strategies over the past 10 years. However my use of ML has often played […]
The post Quantocracy’s Daily Wrap for 07/27/2020 appeared first on Quantocracy.
By Karl Rogers, ACE Capital Investments Abstract: The sovereign bond market has traditionally been a widely used tool for portfolio construction given its dual characteristics of returning a real yield with a negative correlation to equity markets – providing both a real return expectancy and portfolio protection. Given the zero-lower-boundRead More
By Alex Botte, CFA, CAIA, Vice President, Two Sigma At the end of 2019, Two Sigma’s Venn platform added three new macro style factors to its risk model, the Two Sigma Factor Lens: Fixed Income Carry, Foreign Exchange Carry, and Trend Following. The first two factors are meant to capture anRead More
Here Is The Strategy Of The Best Performing Hedge Fund Of 2020 Tyler Durden Wed, 07/29/2020 - 19:05 Sure, there are probably a handful of hedge funds who have generated even higher returns, but for the purpose of this post we are going off the latest HSBC hedge fund weekly report, according to which Boaz Weinstein's Saba Capital is the best performing hedge fund of 2020 with a staggering…
This is a summary of links featured on Quantocracy on Wednesday, 07/29/2020. To see our most recent links, visit the Quant Mashup. Read on readers! Connecting to the Interactive Brokers Native Python API [Quant Start] Interactive Brokers has always been a popular brokerage with systematic traders. Initially this could partially be attributed to the fact […]
The post Quantocracy’s…
The Federal Reserve did its part to shore up the bond market by stepping in to purchase exchange-traded funds (ETFs) and later, individual bonds, but are they back for more like an all-you-can-eat buffet? Bond investors are certainly hoping so. “The Federal Reserve has proven it knows how to keep credit flowing during a crisis,” [...] The post Bond Investors Are Expecting More Help from the…
Emerging market exchange traded funds have been gaining momentum in recent months, but the asset category could stumble in the seasonally weak August month. Over the past three months, the iShares Core MSCI Emerging Markets ETF (NYSEArca: IEMG) increased 20.6% and Vanguard FTSE Emerging Markets ETF (NYSEArca: VWO) advanced 20.5%. However, a weakening currency could [...] The post Emerging…
FiCAS launches actively managed cryptocurrency ETP Submitted 28/07/2020 - 11:26am FiCAS AG, a Swiss-based crypto investment management boutique, has successfully registered the Bitcoin Capital Active ETP (BTCA) — an actively managed crypto exchange-traded product, listed on SIX. The discretionary ETP, issued by Bitcoin Capital AG, will be managed by FiCAS AG, which trades the top 15…
This is a summary of links featured on Quantocracy on Saturday, 08/01/2020. To see our most recent links, visit the Quant Mashup. Read on readers! How to learn Python for finance [Cuemacro] The question I get asked most is, what is your favourite burger joint? The answer.. well, youll have to ask me! The second […] The post Quantocracy’s Daily Wrap for 08/01/2020 appeared first on Quantocracy…
As the markets oscillated in volatile trading this year, investors looked to passive or index-based exchange traded funds, forgoing the acumen of stock pickers in active strategies. Investors fled well-known active investment houses in favor of cheap passive products, with BlackRock and Vanguard among the most popular destinations, Financial Times reports. “Passive funds are on [...] The post…
The article discusses Warren Buffett's disappearing alpha but why that doesn't matter to most of the investors with Buffett, who act as high-quality, long-term shareholders. The article outlines eight contributions Buffett has made that transcend his performance.
As tech stocks march to new all-time highs amid rising COVID-19 cases in the US, investors are questioning whether a speculative bubble in stocks may be forming.
Nicholas Colas, co-founder of DataTrek Research, said on Tuesday that investors can look at the level of the VIX, also known as the fear index, to determine if stocks are in a speculative bubble.
The iPhone maker on Thursday announced that its board approved the stock split. The split will impact owners of record as of Aug. 24 and Apple AAPL's shares, which closed at $384.76 on Thursday, will trade on a split-adjusted basis on Aug. 31.
The upside in emerging markets has been hard to come by these days amid the Covid-19 pandemic. However, the tide could be turning according to the latest technical moves from one particular exchange-traded fund (ETF). One fund that’s showing technical bullish signs is the SPDR Portfolio Emerging Markets ETF (SPEM). SPEM seeks investment results that, [...]
The post One Emerging Markets ETF is…
The biotechnology sector is giving investors some big opportunities to capitalize on small cap equities. With a number of companies working feverishly to develop a Covid-19 vaccine, it’s one area that exchange-traded fund (ETF) investors can look for gains through 2020. “Small-cap stocks receive minimal attention from the media yet plenty of these companies are [...]
The post Small Caps Can Offer…
Emerging markets (EM) have taken a beating amid the Covid-19 pandemic, but technical indicators lately have been showing some signs of bullishness in EM, which should open up some opportunities for exchange-traded fund (ETF) investors. Per a recent Bloomberg report, “MSCI Inc.’s gauge for developing-nation stocks has formed a so-called golden cross, a bullish trading [...]
The post…